MRCI's ScenarioSM Study

ScenarioSM Study for December US Dollar Index(ICE) as of Jan 01, 2019
Condition 1: Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov
Tested Years		32	32	32	33	33	33	33	33	33	33	33
Closed Higher		18	14	15	10	21	14	16	15	14	13	19
Exceeded High		13	12	13	9	19	13	10	10	14	11	11
Scenario Percentage		72%	86%	87%	90%	90%	93%	63%	67%	100%	85%	58%
Avg Max Increase		3.14%	2.29%	3.55%	3.83%	2.22%	2.70%	3.47%	4.55%	3.90%	2.82%	1.13%
Max Increase		6.39%	5.08%	7.42%	8.00%	8.36%	6.64%	9.61%	13.53%	12.46%	5.22%	2.91%
Avg Days To Max Increase		19	18	19	19	13	14	15	19	17	12	8
Avg Max Decline		-1.22%	-0.44%	-0.85%	-0.62%	-1.38%	-0.42%	-0.47%	-0.90%	-0.82%	-0.90%	-0.80%
Max Decline		-2.60%	-1.83%	-2.76%	-1.59%	-3.72%	-0.93%	-1.43%	-2.47%	-2.75%	-2.56%	-2.61%
Avg Days to Max Decline		7	11	14	7	10	6	4	8	7	4	2
2018 Contract Condition			Yes		Yes	Yes	Yes		Yes	Yes	Yes	Yes
Action			Yes		Yes	Yes	Yes		Yes	Yes	Yes	Yes

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Condition 2: Lower Monthly Close. Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov
Tested Years		32	32	32	33	33	33	33	33	33	33	33
Closed Lower		14	18	17	23	12	19	17	18	19	20	14
Penetrated Low		12	14	15	16	11	17	15	16	16	14	10
Scenario Percentage		86%	78%	88%	70%	92%	89%	88%	89%	84%	70%	71%
Avg Max Decline		2.98%	3.16%	3.67%	3.23%	3.41%	3.24%	2.72%	3.79%	3.84%	3.46%	1.63%
Max Decline		6.90%	6.29%	7.76%	8.27%	7.61%	7.14%	5.00%	9.15%	7.85%	6.04%	2.82%
Avg Days To Max Decline		18	24	17	14	19	19	18	16	20	11	9
Avg Max Increase		-1.01%	-1.55%	-0.91%	-0.55%	-0.74%	-0.75%	-1.37%	-0.62%	-1.00%	-0.55%	-0.46%
Max Increase		-2.87%	-6.12%	-2.95%	-3.27%	-2.66%	-3.08%	-3.33%	-2.41%	-3.06%	-1.55%	-1.85%
Avg Days to Max Increase		9	12	8	6	6	8	14	5	10	5	2
2018 Contract Condition		Yes		Yes				Yes
Action		Yes		No				No
High	91.875	91.350	89.390	89.610	90.820	94.035	94.775	95.000	96.450	95.280	96.980	97.530
Low	90.900	87.305	87.200	87.750	88.220	91.000	92.300	93.045	93.910	93.395	94.470	95.485
Close/Last	90.900	87.965	89.390	88.972	90.725	93.075	93.915	93.865	94.672	94.737	96.900	97.195